Shashank Sandhu
Senior Manager-model Validation @Bank Of Baroda
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WORK HISTORY
Senior Manager-model Validation @Bank Of Baroda
Mumbai, IN
Independent model validation of BASEL/IFRS 9 credit risk models (PD, LGD, EAD) and ECL frameworks, covering conceptual soundness review, data validation, backtesting, benchmarking, sensitivity analysis, and performance monitoring. Ensuring regulatory compliance with Basel guidelines and model risk governance standards through effective challenge of assumptions/overlays, comprehensive validation reporting, and remediation tracking. Hands-on validation expertise using SAS, SQL, Python, and Excel.
EDUCATION
University of Lucknow
Bachelor of Commerce - BCom, Business/Commerce, General
IILM Academy Of Higher Learning, Lucknow
Post Graduate Diploma In Management , Finance
Indian Institute of Management Kashipur
Applied Financial Risk Managment, Credit Risk, Market Risk, Asset Liability Management, Operational Risk
ABOUT SHASHANK SANDHU
I am a strategic and results-driven Risk Management Specialist with over 11 years of experience in the banking and financial services sector. My expertise lies in credit risk modeling, regulatory compliance, and enterprise risk governance. Throughout my career, I have demonstrated leadership in developing, validating, and implementing quantitative risk models in alignment with Basel guidelines and regulatory standards. I am passionate about leveraging data-driven insights to support risk-adjusted decision-making and enhance institutional risk resilience. In my most recent role as a Senior Manager at Union Bank of India, I have led initiatives related to credit risk model governance and regulatory alignment. I excel in executing Expected Credit Loss (ECL) computations and leading model performance monitoring, ensuring transparency and compliance. My technical skills in SAS, SQL, and statistical techniques enable me to maintain model integrity and governance effectively. I am recognized for my ability to align risk frameworks with business strategy, enhancing capital efficiency and fortifying risk management practices. Key Achievements- Spearheaded ECL computations for PD, LGD, and EAD under Ind AS 109, ensuring accurate and compliant risk assessments- Built retail PD models using CHAID in SAS, improving predictive accuracy- Designed and implemented an internal risk scorecard for corporate borrowers, streamlining the credit risk assessment process- Presented model development and validation results to the Risk Management Committee Board, ensuring transparency and regulatory compliance.
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